+4.7%
CMCSA vs STT
+198.3%
-193.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +3.2% | +4.8% | -1.6% | +1.6% |
| 30D | +19.5% | +3.9% | +15.6% | +17.9% |
| 3M | -2.4% | -8.2% | +5.8% | +0.1% |
| 6M | +3.8% | +15.6% | -11.8% | -1.8% |
| YTD | -5.4% | +37.6% | -43.0% | -16.1% |
| 1Y | +1.1% | +50.1% | -49.0% | -13.1% |
| 3Y | -27.1% | +183.1% | -210.2% | -50.4% |
| 5Y | -40.3% | +104.8% | -145.1% | -56.1% |
| All | +4.7% | +198.3% | -193.5% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded STT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling